+3,280.3%
PEP vs RVTY
+2,816.3%
+464.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.8% |
| 7D | +6.7% | -9.0% | +15.7% | +7.7% |
| 30D | +13.5% | -1.6% | +15.1% | +13.5% |
| 3M | +3.9% | +31.2% | -27.3% | +0.3% |
| 6M | -6.0% | +63.6% | -69.6% | -11.8% |
| YTD | +2.5% | +56.3% | -53.8% | -3.8% |
| 1Y | +3.9% | +63.3% | -59.4% | -3.0% |
| 3Y | -4.7% | +72.4% | -77.1% | -12.5% |
| 5Y | +1.1% | -9.6% | +10.7% | -1.0% |
| 10Y | +83.8% | +203.7% | -119.8% | +55.0% |
| All | +3,280.3% | +2,816.3% | +464.0% | +1,500.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling